CME E-mini Russell 2000 Index Futures September 2022

Trading Metrics calculated at close of trading on 19-Jul-2022

Day Change Summary
	Previous	Current
	18-Jul-2022	19-Jul-2022	Change	Change %	Previous Week
Open	1,749.9	1,742.5	-7.4	-0.4%	1,769.7
High	1,776.3	1,803.8	27.5	1.5%	1,769.7
Low	1,733.5	1,740.0	6.5	0.4%	1,682.3
Close	1,738.8	1,800.8	62.0	3.6%	1,744.5
Range	42.8	63.8	21.0	49.1%	87.4
ATR	48.8	50.0	1.2	2.4%	0.0
Volume	163,946	191,555	27,609	16.8%	993,386

Daily Pivots for day following 19-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	1,972.9	1,950.7	1,835.9
R3	1,909.1	1,886.9	1,818.3
R2	1,845.3	1,845.3	1,812.5
R1	1,823.1	1,823.1	1,806.6	1,834.2
PP	1,781.5	1,781.5	1,781.5	1,787.1
S1	1,759.3	1,759.3	1,795.0	1,770.4
S2	1,717.7	1,717.7	1,789.1
S3	1,653.9	1,695.5	1,783.3
S4	1,590.1	1,631.7	1,765.7

Weekly Pivots for week ending 15-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	1,994.4	1,956.8	1,792.6
R3	1,907.0	1,869.4	1,768.5
R2	1,819.6	1,819.6	1,760.5
R1	1,782.0	1,782.0	1,752.5	1,757.1
PP	1,732.2	1,732.2	1,732.2	1,719.7
S1	1,694.6	1,694.6	1,736.5	1,669.7
S2	1,644.8	1,644.8	1,728.5
S3	1,557.4	1,607.2	1,720.5
S4	1,470.0	1,519.8	1,696.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,803.8	1,682.3	121.5	6.7%	50.5	2.8%	98%	True	False	200,139
10	1,803.8	1,682.3	121.5	6.7%	45.0	2.5%	98%	True	False	186,483
20	1,803.8	1,657.3	146.5	8.1%	47.5	2.6%	98%	True	False	197,945
40	1,920.4	1,640.7	279.7	15.5%	51.4	2.9%	57%	False	False	154,055
60	1,993.4	1,640.7	352.7	19.6%	55.4	3.1%	45%	False	False	102,747
80	2,137.9	1,640.7	497.2	27.6%	51.8	2.9%	32%	False	False	77,082

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.3
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	2,075.0
2.618	1,970.8
1.618	1,907.0
1.000	1,867.6
0.618	1,843.2
HIGH	1,803.8
0.618	1,779.4
0.500	1,771.9
0.382	1,764.4
LOW	1,740.0
0.618	1,700.6
1.000	1,676.2
1.618	1,636.8
2.618	1,573.0
4.250	1,468.9

Fisher Pivots for day following 19-Jul-2022
Pivot	1 day	3 day
R1	1,791.2	1,784.9
PP	1,781.5	1,769.1
S1	1,771.9	1,753.2

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These figures are updated between 7pm and 10pm EST after a trading day.

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